+1,562.1%
PFE vs RCL
+5,578.8%
-4,016.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +3.1% | +14.4% | -11.3% | +1.2% |
| 3M | +11.2% | +5.2% | +6.0% | +10.2% |
| 6M | +15.0% | +26.1% | -11.1% | +11.0% |
| YTD | +23.5% | +17.4% | +6.2% | +19.4% |
| 1Y | +18.9% | +24.7% | -5.8% | +13.9% |
| 3Y | +18.7% | +250.9% | -232.2% | -3.0% |
| 5Y | -24.0% | +293.8% | -317.9% | -41.5% |
| 10Y | +47.5% | +342.4% | -294.8% | -0.5% |
| All | +1,562.1% | +5,578.8% | -4,016.7% | +622.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling